| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,304.5 |
6,134.0 |
-170.5 |
-2.7% |
5,988.5 |
| High |
6,322.5 |
6,216.0 |
-106.5 |
-1.7% |
6,236.0 |
| Low |
6,103.0 |
6,087.5 |
-15.5 |
-0.3% |
5,917.5 |
| Close |
6,141.0 |
6,170.5 |
29.5 |
0.5% |
6,165.5 |
| Range |
219.5 |
128.5 |
-91.0 |
-41.5% |
318.5 |
| ATR |
143.7 |
142.6 |
-1.1 |
-0.8% |
0.0 |
| Volume |
43,405 |
67,025 |
23,620 |
54.4% |
70,226 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,543.5 |
6,485.5 |
6,241.2 |
|
| R3 |
6,415.0 |
6,357.0 |
6,205.8 |
|
| R2 |
6,286.5 |
6,286.5 |
6,194.1 |
|
| R1 |
6,228.5 |
6,228.5 |
6,182.3 |
6,257.5 |
| PP |
6,158.0 |
6,158.0 |
6,158.0 |
6,172.5 |
| S1 |
6,100.0 |
6,100.0 |
6,158.7 |
6,129.0 |
| S2 |
6,029.5 |
6,029.5 |
6,146.9 |
|
| S3 |
5,901.0 |
5,971.5 |
6,135.2 |
|
| S4 |
5,772.5 |
5,843.0 |
6,099.8 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.8 |
6,932.2 |
6,340.7 |
|
| R3 |
6,743.3 |
6,613.7 |
6,253.1 |
|
| R2 |
6,424.8 |
6,424.8 |
6,223.9 |
|
| R1 |
6,295.2 |
6,295.2 |
6,194.7 |
6,360.0 |
| PP |
6,106.3 |
6,106.3 |
6,106.3 |
6,138.8 |
| S1 |
5,976.7 |
5,976.7 |
6,136.3 |
6,041.5 |
| S2 |
5,787.8 |
5,787.8 |
6,107.1 |
|
| S3 |
5,469.3 |
5,658.2 |
6,077.9 |
|
| S4 |
5,150.8 |
5,339.7 |
5,990.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,322.5 |
6,000.0 |
322.5 |
5.2% |
147.1 |
2.4% |
53% |
False |
False |
29,981 |
| 10 |
6,400.0 |
5,917.5 |
482.5 |
7.8% |
142.8 |
2.3% |
52% |
False |
False |
19,256 |
| 20 |
6,451.0 |
5,917.5 |
533.5 |
8.6% |
130.0 |
2.1% |
47% |
False |
False |
10,435 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.7% |
136.3 |
2.2% |
26% |
False |
False |
5,361 |
| 60 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
131.8 |
2.1% |
19% |
False |
False |
3,666 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
119.6 |
1.9% |
19% |
False |
False |
3,241 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
108.0 |
1.7% |
19% |
False |
False |
2,600 |
| 120 |
7,217.5 |
5,819.0 |
1,398.5 |
22.7% |
99.8 |
1.6% |
25% |
False |
False |
2,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,762.1 |
|
2.618 |
6,552.4 |
|
1.618 |
6,423.9 |
|
1.000 |
6,344.5 |
|
0.618 |
6,295.4 |
|
HIGH |
6,216.0 |
|
0.618 |
6,166.9 |
|
0.500 |
6,151.8 |
|
0.382 |
6,136.6 |
|
LOW |
6,087.5 |
|
0.618 |
6,008.1 |
|
1.000 |
5,959.0 |
|
1.618 |
5,879.6 |
|
2.618 |
5,751.1 |
|
4.250 |
5,541.4 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,164.3 |
6,189.8 |
| PP |
6,158.0 |
6,183.3 |
| S1 |
6,151.8 |
6,176.9 |
|